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WTW vs. BRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTW and BRO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

WTW vs. BRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Willis Towers Watson Public Limited Company (WTW) and Brown & Brown, Inc. (BRO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
177.36%
587.12%
WTW
BRO

Key characteristics

Sharpe Ratio

WTW:

1.74

BRO:

2.37

Sortino Ratio

WTW:

2.66

BRO:

3.34

Omega Ratio

WTW:

1.33

BRO:

1.42

Calmar Ratio

WTW:

3.13

BRO:

3.90

Martin Ratio

WTW:

7.44

BRO:

15.24

Ulcer Index

WTW:

4.10%

BRO:

2.82%

Daily Std Dev

WTW:

17.52%

BRO:

18.11%

Max Drawdown

WTW:

-32.95%

BRO:

-54.08%

Current Drawdown

WTW:

-7.51%

BRO:

-11.01%

Fundamentals

Market Cap

WTW:

$31.28B

BRO:

$29.51B

EPS

WTW:

-$7.24

BRO:

$3.67

PEG Ratio

WTW:

1.08

BRO:

4.41

Total Revenue (TTM)

WTW:

$9.81B

BRO:

$4.65B

Gross Profit (TTM)

WTW:

$6.75B

BRO:

$3.72B

EBITDA (TTM)

WTW:

$2.55B

BRO:

$1.59B

Returns By Period

In the year-to-date period, WTW achieves a 28.73% return, which is significantly lower than BRO's 42.78% return.


WTW

YTD

28.73%

1M

-1.65%

6M

21.15%

1Y

30.67%

5Y*

9.93%

10Y*

N/A

BRO

YTD

42.78%

1M

-8.06%

6M

9.52%

1Y

43.14%

5Y*

21.11%

10Y*

21.28%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WTW vs. BRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) and Brown & Brown, Inc. (BRO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for WTW, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.742.37
The chart of Sortino ratio for WTW, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.002.663.34
The chart of Omega ratio for WTW, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.42
The chart of Calmar ratio for WTW, currently valued at 3.13, compared to the broader market0.002.004.006.003.133.90
The chart of Martin ratio for WTW, currently valued at 7.44, compared to the broader market0.0010.0020.007.4415.24
WTW
BRO

The current WTW Sharpe Ratio is 1.74, which is comparable to the BRO Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of WTW and BRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.74
2.37
WTW
BRO

Dividends

WTW vs. BRO - Dividend Comparison

WTW's dividend yield for the trailing twelve months is around 1.13%, more than BRO's 0.54% yield.


TTM20232022202120202019201820172016201520142013
WTW
Willis Towers Watson Public Limited Company
1.13%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%0.00%0.00%0.00%
BRO
Brown & Brown, Inc.
0.54%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%

Drawdowns

WTW vs. BRO - Drawdown Comparison

The maximum WTW drawdown since its inception was -32.95%, smaller than the maximum BRO drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for WTW and BRO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.51%
-11.01%
WTW
BRO

Volatility

WTW vs. BRO - Volatility Comparison

Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 6.37% compared to Brown & Brown, Inc. (BRO) at 5.69%. This indicates that WTW's price experiences larger fluctuations and is considered to be riskier than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
5.69%
WTW
BRO

Financials

WTW vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between Willis Towers Watson Public Limited Company and Brown & Brown, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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